WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,741
COMMITMENTS
96,594 129,677 80,529 170,087 128,128 347,210 338,334 32,531 41,407
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -7,779)
-7,038 -4,994 -2,490 619 -1,366 -8,909 -8,850 1,130 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 34.1 21.2 44.8 33.7 91.4 89.1 8.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
104 135 143 98 106 295 312
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 205,827
COMMITMENTS
59,628 84,448 27,054 96,718 66,999 183,400 178,501 22,427 27,326
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 5,967)
-506 4,090 2,839 2,886 -2,436 5,219 4,493 748 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 41.0 13.1 47.0 32.6 89.1 86.7 10.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
69 66 59 75 63 173 173
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,398,265
COMMITMENTS
374,317 329,274 223,069 653,948 646,047 1251334 1198390 146,931 199,875
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 47,766)
-2,795 53,230 24,626 13,063 -37,334 34,894 40,522 12,872 7,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 23.5 16.0 46.8 46.2 89.5 85.7 10.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
140 176 176 283 302 535 574
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,009
COMMITMENTS
3,500 3,196 621 5,442 6,025 9,563 9,842 2,446 2,167
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 708)
130 64 260 311 243 701 567 7 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 26.6 5.2 45.3 50.2 79.6 82.0 20.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 13 6 14 9 27 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 668,620
COMMITMENTS
133,163 162,108 109,162 368,851 328,350 611,176 599,620 57,444 69,000
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 31,137)
1,584 31,772 9,007 21,589 -10,148 32,180 30,631 -1,043 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 24.2 16.3 55.2 49.1 91.4 89.7 8.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
145 148 162 160 174 394 424
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,536
COMMITMENTS
118,966 87,078 103,409 198,869 230,665 421,244 421,152 36,292 36,384
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 11,225)
5,332 13,565 -542 5,150 -7,854 9,940 5,169 1,285 6,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 19.0 22.6 43.5 50.4 92.1 92.0 7.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
98 87 110 90 67 245 232
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 479,878
COMMITMENTS
58,928 75,612 8,863 284,665 261,475 352,456 345,950 127,422 133,928
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -13,201)
2,008 -3,194 3,967 -2,045 -7,644 3,930 -6,871 -17,131 -6,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 15.8 1.8 59.3 54.5 73.4 72.1 26.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
28 30 19 63 66 101 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 619,242
COMMITMENTS
62,632 146,060 10,683 426,766 364,540 500,081 521,283 119,161 97,959
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -9,946)
-5,542 -1,946 1,877 -7,991 -13,725 -11,656 -13,794 1,710 3,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 23.6 1.7 68.9 58.9 80.8 84.2 19.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
11 14 12 58 45 75 65
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,512
COMMITMENTS
1,838 715 468 2,937 4,132 5,243 5,315 269 197
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -70)
-2 2 -91 33 -13 -60 -102 -10 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 13.0 8.5 53.3 75.0 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 3 7 11 15 29 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 422,594
COMMITMENTS
105,778 76,150 60,627 198,620 247,158 365,025 383,935 57,569 38,659
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 7,665)
2,201 13,133 1,565 4,291 -9,198 8,057 5,500 -392 2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 18.0 14.3 47.0 58.5 86.4 90.9 13.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
84 76 88 98 86 237 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,523
COMMITMENTS
1,649 2,794 1,626 7,188 6,789 10,463 11,209 2,060 1,314
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 403)
-4 -300 526 486 468 1,008 694 -605 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 22.3 13.0 57.4 54.2 83.6 89.5 16.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 17 21 23 11 55 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,117,238
COMMITMENTS
227,732 253,378 20,155 752,199 692,576 1000086 966,109 117,152 151,129
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,201)
-28,609 -33,521 -2,261 36,736 25,636 5,866 -10,146 -8,067 7,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 22.7 1.8 67.3 62.0 89.5 86.5 10.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
51 57 33 99 121 168 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,606,894
COMMITMENTS
411,720 448,656 72,724 1803030 1636625 2287474 2158005 319,420 448,889
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -91,029)
5,082 -122,246 6,329 -78,476 1,039 -67,065 -114,878 -23,964 23,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 17.2 2.8 69.2 62.8 87.7 82.8 12.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
66 84 54 141 159 246 258
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,387,282
COMMITMENTS
296,860 392,747 60,683 1761960 1589834 2119503 2043264 267,779 344,018
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,016)
-33,205 1,768 8,812 26,353 -16,160 1,960 -5,580 1,056 8,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 16.5 2.5 73.8 66.6 88.8 85.6 11.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
41 70 37 104 137 168 221
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 763,010
COMMITMENTS
102,608 76,308 99,283 541,609 539,771 743,500 715,362 19,510 47,648
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 36,188)
-12,394 12,450 -402 50,377 27,974 37,581 40,022 -1,393 -3,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 10.0 13.0 71.0 70.7 97.4 93.8 2.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
17 31 35 47 63 82 115
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,867
COMMITMENTS
19,964 9,440 87 25,141 33,215 45,191 42,741 6,676 9,126
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 4,077)
3,064 -1,765 25 1,271 5,602 4,360 3,862 -283 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 18.2 0.2 48.5 64.0 87.1 82.4 12.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 24 4 35 25 68 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,733
COMMITMENTS
39,928 18,879 173 50,281 66,430 90,382 85,482 13,351 18,251
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 8,153)
6,128 -3,530 50 2,541 11,203 8,719 7,723 -566 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 18.2 0.2 48.5 64.0 87.1 82.4 12.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 24 4 35 25 68 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,582
COMMITMENTS
15,189 15,856 1,021 1,017 678 17,227 17,555 355 27
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,010)
-858 -952 -40 -113 0 -1,011 -992 1 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.4 90.2 5.8 5.8 3.9 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
20 11 3 1 1 23 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,092
COMMITMENTS
28,779 19,937 330 8,867 17,749 37,976 38,016 116 76
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,555)
-31 -2,526 46 -3,591 -1,053 -3,576 -3,533 21 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.6 52.3 0.9 23.3 46.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 16 1 6 16 17 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,725
COMMITMENTS
22,424 13,527 0 12,144 21,117 34,568 34,644 157 81
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,632)
-3,075 -2,346 -20 -1,551 -2,296 -4,646 -4,662 14 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.6 39.0 0.0 35.0 60.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 14 0 3 14 13 28
Updated November 13, 2015